My name is ***** ***** I am an experienced criminal
There's nothing you can do now because you haven't yet been charged. If the wallet had no identification in it, perhaps the casino will not be able to locate the owner either. If/when they can, if the owner of the wallet wants to prosecute, you will face a misdemeanor charge, and at that point, you'll need to hire a New Mexico attorney and resolve your case.
Typically, a low level theft
offense will result in nothing worse than probation on a plea to the charge and it is even possible for a lawyer to negotiate a disposition that could keep this offense from being on your record. Or, if your lawyer and you believe you have a defense to this, you could fight the case all the way to trial
Right now, you're in a wait and see mode and about the only thing you can do is to start looking for a New Mexico lawyer. You don't have to retain him now, because there's nothing he can do for you, but while you have the time to look, you might want to make some phone calls so that you have someone already up to speed on the issues if you do get charged.
Although we cannot refer you to a lawyer or law firm because that's against the terms of service of this site, we can give you the names of the same services lawyers use to find another lawyer when they need to consult with one in another state or sub-specialty and don't know of any.
Try the New Mexico Bar Association's Lawyer Referral Service. They charge a fee of around $50 for the referral. It includes a free half hour consultation with the attorney, which you can have by telephone.
There are also commercial referral services. One that's been around for a long time and is highly regarded is Martindale.com. Many of Martindale's lawyers are peer and client rated, which may be useful to help you narrow down the field.
A question of "what should I do?" is very general. If there was something specific you wanted to know but didn't ask, reply with a follow up and I'll address that for you.